Trading Metrics calculated at close of trading on 28-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2014 |
28-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
6,553.0 |
6,489.0 |
-64.0 |
-1.0% |
6,766.0 |
High |
6,580.0 |
6,540.0 |
-40.0 |
-0.6% |
6,815.5 |
Low |
6,457.0 |
6,478.5 |
21.5 |
0.3% |
6,561.5 |
Close |
6,506.0 |
6,522.0 |
16.0 |
0.2% |
6,605.5 |
Range |
123.0 |
61.5 |
-61.5 |
-50.0% |
254.0 |
ATR |
75.9 |
74.9 |
-1.0 |
-1.4% |
0.0 |
Volume |
114,565 |
172,512 |
57,947 |
50.6% |
572,966 |
|
Daily Pivots for day following 28-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,698.0 |
6,671.5 |
6,556.0 |
|
R3 |
6,636.5 |
6,610.0 |
6,539.0 |
|
R2 |
6,575.0 |
6,575.0 |
6,533.5 |
|
R1 |
6,548.5 |
6,548.5 |
6,527.5 |
6,562.0 |
PP |
6,513.5 |
6,513.5 |
6,513.5 |
6,520.0 |
S1 |
6,487.0 |
6,487.0 |
6,516.5 |
6,500.0 |
S2 |
6,452.0 |
6,452.0 |
6,510.5 |
|
S3 |
6,390.5 |
6,425.5 |
6,505.0 |
|
S4 |
6,329.0 |
6,364.0 |
6,488.0 |
|
|
Weekly Pivots for week ending 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,423.0 |
7,268.0 |
6,745.0 |
|
R3 |
7,169.0 |
7,014.0 |
6,675.5 |
|
R2 |
6,915.0 |
6,915.0 |
6,652.0 |
|
R1 |
6,760.0 |
6,760.0 |
6,629.0 |
6,710.5 |
PP |
6,661.0 |
6,661.0 |
6,661.0 |
6,636.0 |
S1 |
6,506.0 |
6,506.0 |
6,582.0 |
6,456.5 |
S2 |
6,407.0 |
6,407.0 |
6,559.0 |
|
S3 |
6,153.0 |
6,252.0 |
6,535.5 |
|
S4 |
5,899.0 |
5,998.0 |
6,466.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,814.0 |
6,457.0 |
357.0 |
5.5% |
101.0 |
1.5% |
18% |
False |
False |
139,967 |
10 |
6,815.5 |
6,457.0 |
358.5 |
5.5% |
73.0 |
1.1% |
18% |
False |
False |
109,554 |
20 |
6,815.5 |
6,457.0 |
358.5 |
5.5% |
65.5 |
1.0% |
18% |
False |
False |
98,824 |
40 |
6,815.5 |
6,349.0 |
466.5 |
7.2% |
66.5 |
1.0% |
37% |
False |
False |
80,531 |
60 |
6,815.5 |
6,349.0 |
466.5 |
7.2% |
58.5 |
0.9% |
37% |
False |
False |
54,366 |
80 |
6,815.5 |
6,275.0 |
540.5 |
8.3% |
51.0 |
0.8% |
46% |
False |
False |
40,809 |
100 |
6,815.5 |
6,275.0 |
540.5 |
8.3% |
42.5 |
0.7% |
46% |
False |
False |
32,669 |
120 |
6,815.5 |
6,275.0 |
540.5 |
8.3% |
37.0 |
0.6% |
46% |
False |
False |
27,227 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,801.5 |
2.618 |
6,701.0 |
1.618 |
6,639.5 |
1.000 |
6,601.5 |
0.618 |
6,578.0 |
HIGH |
6,540.0 |
0.618 |
6,516.5 |
0.500 |
6,509.0 |
0.382 |
6,502.0 |
LOW |
6,478.5 |
0.618 |
6,440.5 |
1.000 |
6,417.0 |
1.618 |
6,379.0 |
2.618 |
6,317.5 |
4.250 |
6,217.0 |
|
|
Fisher Pivots for day following 28-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
6,518.0 |
6,602.0 |
PP |
6,513.5 |
6,575.0 |
S1 |
6,509.0 |
6,548.5 |
|